Thread: CDF of generalized gaussian distribution
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Old December 11th, 2008, 08:50 AM
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Default CDF of generalized gaussian distribution
What would be the expression for the cumulative distribution function of the generalized gaussian distribution. The PDF of distribution is given by:
f(x)=a e^{-|bx|^c},
where
a=\frac{bc}{2\Gamma(\frac{1}{c})}
and
b=\frac{1}{\sigma_x} \sqrt{\frac{\Gamma(\frac{3}{c})}{\Gamma(\frac{1}{c}) }}

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Last edited by dreamer1; December 11th, 2008 at 12:11 PM.
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